The game opens with a man, Alek, wandering around in a snowy wasteland, convinced of his death. He eventually finds an entrance to the Demon World and collapses. As he collapses, he remembers his friend, Glenn, and the news of a child. This child is the main character, a blue haired boy named Ciel (Shieru). He begins his adventure by leaving his hometown and gets caught up in a large RPG story. Ciel must fulfill an ancient prophecy and defeat a great evil, with the help of his friends and recruited monsters. Last Bible III takes place in a fantasy world, but the game differs in that the setting is a 19th Century-style world with steampunk elements instead of a modern Japanese one.